Abstract
In this paper we consider generalized augmented Lagrangian methods including a classical augmented Lagrangian method and some " lower order" augmented Lagrangian methods as special cases for a mathematical program with only equality constraints. Since generalized augmented Lagrangians are in general not differentiable or even not locally Lipschitz, we carry out convergence analysis of first-order and second-order stationary points of generalized augmented Lagrangian methods by applying the Borwein-Preiss approximate smooth variational principle.
| Original language | English |
|---|---|
| Pages (from-to) | 81-99 |
| Number of pages | 19 |
| Journal | Pacific Journal of Optimization |
| Volume | 1 |
| Issue number | 1 |
| Publication status | Published - 2005 |
Keywords
- Equality constrained optimization
- Augmented Lagrangian
- Constraint qualification
- Optimality condition
ASJC Scopus subject areas
- Applied Mathematics
- Computational Mathematics
- Control and Optimization